Struct WelfordVariance 

pub struct WelfordVariance { /* private fields */ }

Compute sample variance using Welford’s online algorithm

This is numerically stable for computing variance incrementally.

Implementations

impl WelfordVariance

pub fn new() -> Self

Create a new variance calculator

pub fn update(&mut self, value: f64)

Add a new observation

pub fn count(&self) -> usize

Get current count

pub fn mean(&self) -> f64

Get current mean

pub fn sample_variance(&self) -> f64

Get sample variance (unbiased, divided by n-1)

pub fn population_variance(&self) -> f64

Get population variance (divided by n)

pub fn variance_of_mean(&self) -> f64

Get variance of the mean (standard error squared)

pub fn to_estimate(&self) -> FitnessEstimate

Convert to FitnessEstimate

pub fn merge(&self, other: &WelfordVariance) -> WelfordVariance

Merge with another WelfordVariance (for parallel computation)

Trait Implementations

impl Clone for WelfordVariance

fn clone(&self) -> WelfordVariance

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for WelfordVariance

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for WelfordVariance

fn default() -> WelfordVariance

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for WelfordVariance

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for WelfordVariance

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.